Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47691.91 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46296.93 Kr¶

PnL: ---------------------------------------> -591.64 Kr¶

DD now: ---------------------------------> -1.929 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:17:17.174923'

Anic Portfolio¶

Today¶

Return: 0.543 %¶

This Week¶

Return: -0.461 %¶

Total¶

Return: 56.131 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.750000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 17.120000 810.000000 137.000000 20.360000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -3.310000 3036.800000 65.800000 2.210000 2971.000006
SAAB B 8 0.490000 3424.800000 47.800000 1.420000 3377.000000
Corem Property Group B 59 0.760000 621.860000 44.860000 7.770000 576.999999
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.770000 395.000000 40.000000 11.270000 355.000000
AcadeMedia 12 -0.120000 584.880000 27.880000 5.010000 557.000004
Resurs Holding 22 -0.150000 601.040000 27.040000 4.710000 573.999998
Intrum 4 2.410000 543.000000 16.000000 3.040000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 0.330000 580.680000 10.680000 1.870000 570.000000
Swedbank A 3 -1.420000 571.500000 7.500000 1.330000 564.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Boozt 12 -0.500000 1659.600000 5.600000 0.340000 1653.999996
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
Essity A 4 3.040000 1152.000000 3.000000 0.260000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity B 2 2.830000 575.000000 1.000000 0.170000 574.000000
CTEK 13 0.050000 529.360000 -4.640000 -0.870000 533.999999
Nordea Bank Abp 29 -0.790000 3441.720000 -12.280000 -0.360000 3453.999992
Handelsbanken A 5 -1.160000 533.500000 -12.500000 -2.290000 546.000000
Midsona B 63 1.230000 568.260000 -14.740000 -2.530000 582.999984
International Petroleum Corp. 5 1.090000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 4.410000 557.050000 -55.950000 -9.130000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.670000 3516.500000 -239.500000 -6.380000 3756.000001
OX2 18 0.960000 1416.600000 -247.400000 -14.870000 1663.999992
Ovzon 52 1.320000 2797.600000 -564.400000 -16.790000 3361.999992
TOTAL 46296.930000 -591.640000 -1.92881% 46888.564618

Updated:¶

'2023-01-26 09:17:30.039442'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶